NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
52.51 |
53.55 |
1.04 |
2.0% |
51.80 |
| High |
53.96 |
54.10 |
0.14 |
0.3% |
53.16 |
| Low |
52.00 |
50.62 |
-1.38 |
-2.7% |
49.69 |
| Close |
52.48 |
50.75 |
-1.73 |
-3.3% |
52.63 |
| Range |
1.96 |
3.48 |
1.52 |
77.6% |
3.47 |
| ATR |
2.04 |
2.14 |
0.10 |
5.1% |
0.00 |
| Volume |
8,903 |
4,843 |
-4,060 |
-45.6% |
30,414 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.26 |
59.99 |
52.66 |
|
| R3 |
58.78 |
56.51 |
51.71 |
|
| R2 |
55.30 |
55.30 |
51.39 |
|
| R1 |
53.03 |
53.03 |
51.07 |
52.43 |
| PP |
51.82 |
51.82 |
51.82 |
51.52 |
| S1 |
49.55 |
49.55 |
50.43 |
48.95 |
| S2 |
48.34 |
48.34 |
50.11 |
|
| S3 |
44.86 |
46.07 |
49.79 |
|
| S4 |
41.38 |
42.59 |
48.84 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.24 |
60.90 |
54.54 |
|
| R3 |
58.77 |
57.43 |
53.58 |
|
| R2 |
55.30 |
55.30 |
53.27 |
|
| R1 |
53.96 |
53.96 |
52.95 |
54.63 |
| PP |
51.83 |
51.83 |
51.83 |
52.16 |
| S1 |
50.49 |
50.49 |
52.31 |
51.16 |
| S2 |
48.36 |
48.36 |
51.99 |
|
| S3 |
44.89 |
47.02 |
51.68 |
|
| S4 |
41.42 |
43.55 |
50.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.10 |
49.85 |
4.25 |
8.4% |
2.15 |
4.2% |
21% |
True |
False |
6,579 |
| 10 |
54.10 |
49.69 |
4.41 |
8.7% |
1.84 |
3.6% |
24% |
True |
False |
6,319 |
| 20 |
56.29 |
49.28 |
7.01 |
13.8% |
2.03 |
4.0% |
21% |
False |
False |
6,087 |
| 40 |
60.48 |
44.75 |
15.73 |
31.0% |
1.75 |
3.4% |
38% |
False |
False |
4,625 |
| 60 |
65.27 |
44.75 |
20.52 |
40.4% |
1.49 |
2.9% |
29% |
False |
False |
3,882 |
| 80 |
79.03 |
44.75 |
34.28 |
67.5% |
1.54 |
3.0% |
18% |
False |
False |
3,350 |
| 100 |
109.67 |
44.75 |
64.92 |
127.9% |
1.36 |
2.7% |
9% |
False |
False |
2,836 |
| 120 |
123.71 |
44.75 |
78.96 |
155.6% |
1.23 |
2.4% |
8% |
False |
False |
2,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.89 |
|
2.618 |
63.21 |
|
1.618 |
59.73 |
|
1.000 |
57.58 |
|
0.618 |
56.25 |
|
HIGH |
54.10 |
|
0.618 |
52.77 |
|
0.500 |
52.36 |
|
0.382 |
51.95 |
|
LOW |
50.62 |
|
0.618 |
48.47 |
|
1.000 |
47.14 |
|
1.618 |
44.99 |
|
2.618 |
41.51 |
|
4.250 |
35.83 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.36 |
52.36 |
| PP |
51.82 |
51.82 |
| S1 |
51.29 |
51.29 |
|